fractal: Fractal Time Series Modeling and Analysis

Stochastic fractal and deterministic chaotic time series analysis.

AuthorWilliam Constantine [cre, aut], Donald Percival [aut]
Date of publication2016-05-21 00:07:50
MaintainerWilliam Constantine <wlbconstan@gmail.com>
LicenseGPL-2
Version2.0-1

View on CRAN

Man pages

beamchaos: Chaotic beam data

chaoticInvariant: Class for chaotic invariant objects

corrDim: Correlation dimension

determinism: Detecting determinism in a time series

DFA: Detrended fluctuation analysis

dispersion: Dispersion analysis

ecgrr: Electrocardiogram R-R Interval Data

eda.plot: Generic function for generating extended data analysis plots

eegduke: Electroencephalogram Recordings of a Seizure

embedSeries: Creates a delay embedding of a single variable time series

FDSimulate: Simulation of an FD process with time varying model...

FDWhittle: Estimate the Hurst coefficient by Whittle's method

findNeighbors: Nearest neighbor search in a multidimensional space

FNN: Estimation of the proper embedding dimension for a...

FNS: Estimation of the proper embedding dimension for a...

fractalBlock: Class constructor for block-dependent estimators for...

HDEst: Hurvich-Deo estimate of number of frequencies to use in a...

henon: Henon map

hurstACVF: Estimate the Hurst coefficient by regression of scaled asinh...

hurstBlock: Hurst coefficient estimation in the time domain

hurstSpec: Hurst coefficient estimation via spectral regression

infoDim: Information dimension

KDE: Nonparametric multidimensional probability density function...

lmACF: ACF, PACF, and ACVF for various stochastic fractal time...

lmConfidence: Confidence intervals for unknown mean

lmConvert: Stochastic fractal exponent conversion

lmModel: Constructor function for objects of class "lmModel"

lmSDF: SDF for various stochastic fractal time series models

lmSimulate: Stochastic fractal time series simulation

localProjection: Time series denoising via a local projection filtering...

lorenz: Chaotic response of the Lorenz system

lorenz.ode: Lorenz system ODEs

lyapunov: Local-Global Lyapunov Spectrum Estimation

medianFilter: Median filtering of a time series

pd5si: Gait stride intervals for a patient with Parkinson's Disease

poincareMap: Create a Poincare map

RoverS: Estimate the Hurst coefficient by rescaled range (R/S) method

spaceTime: Space time separation plot

stationarity: Testing for stationarity in a time series

surrogate: Surrogate data generation

timeLag: Estimate the proper time lag for single variable delay...

Functions

as.list.stationarity Man page
as.matrix.embedSeries Man page
as.matrix.spaceTime Man page
beamchaos Man page
chaoticInvariant Man page
corrDim Man page
determinism Man page
DFA Man page
dispersion Man page
ecgrr Man page
eda.plot Man page
eda.plot.chaoticInvariant Man page
eda.plot.determinism Man page
eda.plot.embedSeries Man page
eda.plot.fractalBlock Man page
eda.plot.KDE Man page
eda.plot.spaceTime Man page
eda.plot.surrogate Man page
eegduke Man page
embedSeries Man page
[.embedSeries Man page
FDSimulate Man page
FDWhittle Man page
findNeighbors Man page
FNN Man page
FNS Man page
fractalBlock Man page
HDEst Man page
henon Man page
hurstACVF Man page
hurstBlock Man page
hurstSpec Man page
infoDim Man page
KDE Man page
lmACF Man page
lmConfidence Man page
lmConvert Man page
lmModel Man page
lmSDF Man page
lmSimulate Man page
localProjection Man page
lorenz Man page
lorenz.ode Man page
lyapunov Man page
medianFilter Man page
pd5si Man page
plot.chaoticInvariant Man page
plot.determinism Man page
plot.embedSeries Man page
plot.FDSimulate Man page
plot.FNN Man page
plot.fractalBlock Man page
plot.KDE Man page
plot.lyapunov Man page
plot.spaceTime Man page
plot.surrogate Man page
poincareMap Man page
print.chaoticInvariant Man page
print.determinism Man page
print.embedSeries Man page
print.FDSimulate Man page
print.FNN Man page
print.fractalBlock Man page
print.KDE Man page
print.lyapunov Man page
print.spaceTime Man page
print.stationarity Man page
print.summary.chaoticInvariant Man page
print.summary.lyapunov Man page
print.summary.stationarity Man page
print.surrogate Man page
RoverS Man page
spaceTime Man page
stationarity Man page
summary.determinism Man page
summary.lyapunov Man page
summary.stationarity Man page
surrogate Man page
timeLag Man page

Files

fractal
fractal/inst
fractal/inst/bookexams
fractal/inst/bookexams/group-Chapter_2.ssc
fractal/inst/bookexams/group-Chapter_5.ssc
fractal/inst/bookexams/group-Chapter_4.ssc
fractal/inst/bookexams/group-Appendix_A.ssc
fractal/inst/bookexams/group-Chapter_3.ssc
fractal/inst/bookexams/group-Chapter_6.ssc
fractal/NAMESPACE
fractal/R
fractal/R/sysdata.rda
fractal/R/fra_class.R fractal/R/fra_chaos.R fractal/R/fra_detm.R fractal/R/fra_model.R fractal/R/fra_dim.R fractal/R/fra_fdp.R fractal/R/fra_pkg.R fractal/R/fra_neig.R fractal/R/fra_kde.R fractal/R/fra_filt.R fractal/R/fra_hurst.R fractal/R/fra_surr.R fractal/R/fra_stny.R
fractal/README.md
fractal/MD5
fractal/DESCRIPTION
fractal/man
fractal/man/lmModel.Rd fractal/man/embedSeries.Rd fractal/man/lmSimulate.Rd fractal/man/henon.Rd fractal/man/RoverS.Rd fractal/man/spaceTime.Rd fractal/man/lmConvert.Rd fractal/man/lmConfidence.Rd fractal/man/lmACF.Rd fractal/man/localProjection.Rd fractal/man/lyapunov.Rd fractal/man/FDSimulate.Rd fractal/man/hurstSpec.Rd fractal/man/lmSDF.Rd fractal/man/findNeighbors.Rd fractal/man/stationarity.Rd fractal/man/chaoticInvariant.Rd fractal/man/KDE.Rd fractal/man/FNS.Rd fractal/man/HDEst.Rd fractal/man/eda.plot.Rd fractal/man/eegduke.Rd fractal/man/lorenz.Rd fractal/man/DFA.Rd fractal/man/corrDim.Rd fractal/man/ecgrr.Rd fractal/man/surrogate.Rd fractal/man/FNN.Rd fractal/man/pd5si.Rd fractal/man/hurstACVF.Rd fractal/man/medianFilter.Rd fractal/man/timeLag.Rd fractal/man/determinism.Rd fractal/man/beamchaos.Rd fractal/man/dispersion.Rd fractal/man/hurstBlock.Rd fractal/man/lorenz.ode.Rd fractal/man/infoDim.Rd fractal/man/FDWhittle.Rd fractal/man/poincareMap.Rd fractal/man/fractalBlock.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.